Q 6.2. Let X = (X1, X2, X3)T ~ MVN(µx, Ex) where -3 6 -2 -2 --() ----G70 and Σχ -2 2 1 -2 1 1 (a) Compute the moment generating function Mx(t) of X. (b) Compute E(X₁X₂). (c) Let Y₁ = 3X₂ X3+1 Y₂ = X1 - X2 - X3 Y3 = X₁ + 2X2 - 2. Compute the distribution of Y = (Y₁, Y2, Y3)T. -

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A:

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Q: Factor

A:

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